-23.4%
CLF vs ADM
+11.2%
-34.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -5.9% | -4.0% |
| 7D | +10.4% | +4.2% | +6.2% | +8.9% |
| 30D | +0.6% | -12.8% | +13.4% | +4.7% |
| 3M | +4.1% | -8.5% | +12.6% | +6.5% |
| 6M | +15.1% | -10.9% | +26.0% | +18.4% |
| YTD | -4.7% | +29.4% | -34.2% | -14.8% |
| 1Y | +20.4% | +27.5% | -7.2% | +8.2% |
| 3Y | -23.4% | +10.3% | -33.7% | -37.6% |
| All | -23.4% | +11.2% | -34.6% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling